ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 82.135 82.232 0.097 0.1% 82.950
High 82.410 82.232 -0.178 -0.2% 83.250
Low 82.135 82.232 0.097 0.1% 81.955
Close 82.368 82.232 -0.136 -0.2% 82.133
Range 0.275 0.000 -0.275 -100.0% 1.295
ATR 0.379 0.361 -0.017 -4.6% 0.000
Volume 133 16 -117 -88.0% 15
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 82.232 82.232 82.232
R3 82.232 82.232 82.232
R2 82.232 82.232 82.232
R1 82.232 82.232 82.232 82.232
PP 82.232 82.232 82.232 82.232
S1 82.232 82.232 82.232 82.232
S2 82.232 82.232 82.232
S3 82.232 82.232 82.232
S4 82.232 82.232 82.232
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.331 85.527 82.845
R3 85.036 84.232 82.489
R2 83.741 83.741 82.370
R1 82.937 82.937 82.252 82.692
PP 82.446 82.446 82.446 82.323
S1 81.642 81.642 82.014 81.397
S2 81.151 81.151 81.896
S3 79.856 80.347 81.777
S4 78.561 79.052 81.421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.250 81.955 1.295 1.6% 0.218 0.3% 21% False False 31
10 83.250 81.770 1.480 1.8% 0.223 0.3% 31% False False 21
20 83.422 81.745 1.677 2.0% 0.160 0.2% 29% False False 137
40 83.891 80.902 2.989 3.6% 0.080 0.1% 44% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.232
2.618 82.232
1.618 82.232
1.000 82.232
0.618 82.232
HIGH 82.232
0.618 82.232
0.500 82.232
0.382 82.232
LOW 82.232
0.618 82.232
1.000 82.232
1.618 82.232
2.618 82.232
4.250 82.232
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 82.232 82.343
PP 82.232 82.306
S1 82.232 82.269

These figures are updated between 7pm and 10pm EST after a trading day.

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